Quantitative Power Analyst (Data Scientist) in London

Energy Jobline ZR; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading energy company in the UK is seeking a Quantitative Power Analyst to join their trading team. The role requires expertise in developing algorithms for short-term power markets and contributing to trading strategies. Ideal candidates will have a strong quantitative background, proficiency in Python, and over 5 years of relevant experience in trading and analysis. This position promises a dynamic environment focused on data-driven decision-making.

Qualifications

• Strong quantitative background; Master’s degree in computer science, mathematics, engineering, physics, machine learning, or related.
• 5+ years of relevant experience in short-term power trading or quant analysis.
• Proven experience with stack/dispatch modelling and short-term pricing techniques.

Responsibilities

• Develop algorithms for asset optimisation in short-term power markets.
• Enhance short-term stack forecasting and dispatch models.
• Mentor others in data science best practices across the team.

Skills

Quantitative analysis

Python programming

Short-term power trading

Algorithm development

Time series modelling

Education

Master’s degree in a relevant field

Job description

Energy Jobline is the largest and fastest growing global Energy Job Board and Energy Hub. We have an audience reach of over 7 million energy professionals, 400,000+ monthly advertised global energy and engineering jobs, and work with the leading energy companies worldwide.

We focus on the Oil & Gas, Renewables, Engineering, Power, and Nuclear markets as well as emerging technologies in EV, Battery, and Fusion. We are committed to ensuring that we offer the most exciting career opportunities from around the world for our jobseekers.

Job Description

Quantitative Power Analyst (Data Scientist)

Short Term Intraday Stack Models

Power Trading

London

We are working with one of the UK's leading power companies - generating 10-15% of the UK's electricity - with sites across the UK, Ireland, and Germany. As they scale from 3.5 GW to 7 GW of and add 500 MW of battery storage, they're building out their data science capability on the trading floor.

We are seeking a highly motivated Quantitative Power Analyst to join our trading team. This role is focused on short-term power markets and sits at the intersection of trading, quantitative analysis, and data-driven modelling.

Top Three Focus Areas

1. Developing algorithms for asset optimisation in short-term power markets.
2. Applying short-term power trading expertise to drive trading desk performance.
3. Building and improving short-term pricing models (e.g., stack models, scratch models).

What you’ll be doing

• Take ownership over existing models, and build new short-term intraday stack models.
• Own and enhance short-term stack forecasting and dispatch models.
• Develop algorithms for optimising assets in the short-term power market, including stack/dispatch models used for pricing and trading decisions.
• Work directly with the trading desk to support short-term power trading strategies and decisions, ensuring models are commercially relevant and impactful.
• Build intraday trading tools and collaborate on automated strategies.
• Apply time series and fundamentals-based modelling to support trading decisions.
• Work alongside data engineers to deploy production-grade code.
• Mentor others and help embed data science best practices across the team.

What we’re looking for

• Strong quantitative background; Master’s degree in computer science, mathematics, engineering, physics, machine learning, or a related field. Ph.D. is a plus.
• Proficiency in Python and ability to write clean, production-quality code.
• 5+ years of relevant experience in short-term power trading, quant analysis, or algorithmic modelling.
• Strong experience in short-term power trading, with direct impact on trading desk decisions.
• Hands‑on expertise in developing algorithms for asset optimisation in the short‑term power market.
• Proven experience with stack/dispatch modelling and short‑term pricing techniques.
• Experience in power markets, with knowledge of financial markets and trading concepts.
• Experience with back‑testing techniques appropriate to financial market applications.
• Experience exploring and extracting insights from heterogeneous multi‑dimensional data sets, and presenting complex data visually.
• Time series modelling (both machine‑learning and econometric approaches).

If you are interested in applying for this job please press the Apply Button and follow the application process. Energy Jobline wishes you the very best of luck in your next career move.